+70.1%
ENB vs QS
-26.0%
+96.1%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.8% | -3.1% | -3.8% |
| 7D | -4.6% | -5.0% | +0.4% | -4.5% |
| 30D | -5.2% | -18.3% | +13.1% | -5.1% |
| 3M | -13.4% | -26.0% | +12.6% | -13.2% |
| 6M | -7.8% | -24.0% | +16.2% | -7.7% |
| YTD | +4.9% | -50.3% | +55.2% | +5.5% |
| 1Y | +3.2% | -38.0% | +41.2% | +3.1% |
| All | +70.1% | -26.0% | +96.1% | +65.2% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded QS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling